-38.0%
VG vs TRI
-36.9%
-1.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.7% | +2.8% |
| 7D | -2.5% | -7.1% | +4.6% | -1.9% |
| 30D | +11.1% | -2.3% | +13.4% | +11.1% |
| 3M | +14.9% | +19.6% | -4.7% | +10.9% |
| 6M | +18.4% | -8.7% | +27.1% | +18.7% |
| YTD | +116.6% | -22.3% | +138.8% | +117.4% |
| 1Y | +9.4% | -40.7% | +50.0% | +13.3% |
| All | -38.0% | -36.9% | -1.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling